-49.8%
FLUT vs SONY
+12.1%
-61.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.6% | -1.7% |
| 7D | -0.7% | +0.3% | -1.0% | -0.9% |
| 30D | +9.3% | +11.1% | -1.9% | +4.2% |
| 3M | -17.5% | +14.7% | -32.1% | -22.3% |
| 6M | -14.6% | +18.8% | -33.4% | -21.1% |
| YTD | -62.3% | +5.7% | -68.0% | -63.5% |
| 1Y | -59.6% | -8.1% | -51.6% | -58.4% |
| 3Y | -45.3% | +64.0% | -109.3% | -59.2% |
| All | -49.8% | +12.1% | -61.9% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SONY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling